Data Assimilation

This book provides a systematic treatment of the mathematical underpinnings of work in data assimilation, covering both theoretical and computational approaches. Specifically the authors develop a unified mathematical framework in which a Bayesian formulation of the problem provides the bedrock for the derivation, development and analysis of algorithms; the many examples used in the text, together with the algorithms which are introduced and discussed, are all illustrated by the MATLAB software detailed in the book and made freely available online. The book is organized into nine chapters: the first contains a brief introduction to the mathematical tools around which the material is organized; the next four are concerned with discrete time dynamical systems and discrete time data; the last four are concerned with continuous time dynamical systems and continuous time data and are organized analogously to the corresponding discrete time chapters. This book is aimed at mathematical researchers interested in a systematic development of this interdisciplinary field, and at researchers from the geosciences, and a variety of other scientific fields, who use tools from data assimilation to combine data with time-dependent models. The numerous examples and illustrations make understanding of the theoretical underpinnings of data assimilation accessible. Furthermore, the examples, exercises and MATLAB software, make the book suitable for students in applied mathematics, either through a lecture course, or through self-study.

Data assimilation is an approach that combines observations and model output, with the objective of improving the latter. This book places data assimilation into the broader context of inverse problems and the theory, methods, and algorithms that are used for their solution. It provides a framework for, and insight into, the inverse problem nature of data assimilation, emphasizing why and not just how. Methods and diagnostics are emphasized, enabling readers to readily apply them to their own field of study. Readers will find a comprehensive guide that is accessible to nonexperts; numerous examples and diverse applications from a broad range of domains, including geophysics and geophysical flows, environmental acoustics, medical imaging, mechanical and biomedical engineering, economics and finance, and traffic control and urban planning; and the latest methods for advanced data assimilation, combining variational and statistical approaches.

This book reviews popular data-assimilation methods, such as weak and strong constraint variational methods, ensemble filters and smoothers. The author shows how different methods can be derived from a common theoretical basis, as well as how they differ or are related to each other, and which properties characterize them, using several examples. Readers will appreciate the included introductory material and detailed derivations in the text, and a supplemental web site.

Publisher description

This book contains the most recent progress in data assimilation in meteorology, oceanography and hydrology including land surface. It spans both theoretical and applicative aspects with various methodologies such as variational, Kalman filter, ensemble, Monte Carlo and artificial intelligence methods. Besides data assimilation, other important topics are also covered including targeting observation, sensitivity analysis, and parameter estimation. The book will be useful to individual researchers as well as graduate students for a reference in the field of data assimilation.

This book, first published in 2002, is a graduate-level text on numerical weather prediction, including atmospheric modeling, data assimilation and predictability.

Data Assimilation for the Geosciences: From Theory to Application brings together all of the mathematical,statistical, and probability background knowledge needed to formulate data assimilation systems in one place. It includes practical exercises for understanding theoretical formulation and presents some aspects of coding the theory with a toy problem. The book also demonstrates how data assimilation systems are implemented in larger scale fluid dynamical problems related to the atmosphere, oceans, as well as the land surface and other geophysical situations. It offers a comprehensive presentation of the subject, from basic principles to advanced methods, such as Particle Filters and Markov-Chain Monte-Carlo methods. Additionally, Data Assimilation for the Geosciences: From Theory to Application covers the applications of data assimilation techniques in various disciplines of the geosciences, making the book useful to students, teachers, and research scientists. Includes practical exercises, enabling readers to apply concepts in a theoretical formulation Offers explanations for how to code certain parts of the theory Presents a step-by-step guide on how, and why, data assimilation works and can be used

Data assimilation methods were largely developed for operational weather forecasting, but in recent years have been applied to an increasing range of earth science disciplines. This book will set out the theoretical basis of data assimilation with contributions by top international experts in the field. Various aspects of data assimilation are discussed including: theory; observations; models; numerical weather prediction; evaluation of observations and models; assessment of future satellite missions; application to components of the Earth System. References are made to recent developments in data assimilation theory (e.g. Ensemble Kalman filter), and to novel applications of the data assimilation method (e.g. ionosphere, Mars data assimilation).

This book is unique in its ambitious and comprehensive coverage of earth system land surface characterization, from observation and modeling to data assimilation, including recent developments in theory and techniques, and novel application cases. The contributing authors are active research scientists, and many of them are internationally known leading experts in their areas, ensuring that the text is authoritative.This book comprises four parts that are logically connected from data, modeling, data assimilation integrating data and models to applications. Land data assimilation is the key focus of the book, which encompasses both theoretical and applied aspects with various novel methodologies and applications to the water cycle, carbon cycle, crop monitoring, and yield estimation.Readers can benefit from a state-of-the-art presentation of the latest tools and their usage for understanding earth system processes. Discussions in the book present and stimulate new challenges and questions facing today's earth science and modeling communities.

The theory of data assimilation and machine learning is introduced in an accessible manner for undergraduate and graduate students.